BNP Paribas Call 144 MRK 17.05.2024
/ DE000PC49WT0
BNP Paribas Call 144 MRK 17.05.20.../ DE000PC49WT0 /
| 2024-05-09 9:46:49 AM |
Chg.-0.13 |
Bid8:57:26 PM |
Ask8:57:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-11.21% |
1.28
Bid Size: 3,400 |
1.36
Ask Size: 3,400 |
MERCK KGAA O.N. |
144.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
PC49WT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
1.02 |
| Time value: |
0.17 |
| Break-even: |
155.80 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.08 |
| Spread %: |
7.27% |
| Delta: |
0.80 |
| Theta: |
-0.24 |
| Omega: |
10.47 |
| Rho: |
0.02 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.10% |
| 1 Month |
|
|
-6.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.73 |
| 1M High / 1M Low: |
1.17 |
0.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
